+55.8%
CVS vs MP
+240.8%
-185.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +1.9% |
| 7D | -10.0% | -19.0% | +9.0% | -9.4% |
| 30D | -5.2% | -30.5% | +25.2% | -4.3% |
| 3M | -17.4% | -29.6% | +12.2% | -16.7% |
| 6M | +2.1% | -50.4% | +52.6% | +3.9% |
| YTD | +5.6% | -33.2% | +38.8% | +5.8% |
| 1Y | +6.7% | -38.6% | +45.3% | +7.0% |
| 3Y | +29.6% | +105.5% | -75.8% | +18.9% |
| 5Y | +2.5% | -7.8% | +10.3% | -3.9% |
| All | +55.8% | +240.8% | -185.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling